-21.9%
CPNG vs GPC
-1.1%
-20.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -8.8% | +1.3% | -10.1% | -9.0% |
| 3M | -7.2% | +37.1% | -44.3% | -10.8% |
| 6M | -21.5% | +23.2% | -44.7% | -24.1% |
| YTD | -37.4% | +13.1% | -50.5% | -39.4% |
| 1Y | -54.3% | +0.9% | -55.2% | -55.2% |
| All | -21.9% | -1.1% | -20.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling